+125.8%
RRC vs CLBK
+28.4%
+97.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.2% |
| 7D | -10.3% | +1.8% | -12.1% | -10.7% |
| 30D | +19.5% | +5.1% | +14.4% | +18.1% |
| 3M | +27.9% | +5.2% | +22.7% | +26.3% |
| 6M | +21.2% | +28.6% | -7.4% | +14.0% |
| YTD | +39.6% | +61.4% | -21.8% | +23.7% |
| 1Y | +31.3% | +64.7% | -33.4% | +15.6% |
| 3Y | +51.9% | +55.1% | -3.2% | +33.0% |
| All | +125.8% | +28.4% | +97.4% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling